English

Multivariate Rational Approximation of Scattered Data Using the p-AAA Algorithm

Numerical Analysis 2025-10-31 v2 Numerical Analysis

Abstract

Many algorithms for approximating data with rational functions are built on interpolation or least-squares approximation. Inspired by the adaptive Antoulas-Anderson (AAA) algorithm for the univariate case, the parametric adaptive Antoulas-Anderson (p-AAA) algorithm extends this idea to the multivariate setting, combining least-squares and interpolation formulations into a single effective approximation procedure. In its original formulation p-AAA operates on grid data, requiring access to function samples at every combination of discrete sampling points in each variable. In this work we extend the p-AAA algorithm to scattered data sets, without requiring uniform/grid sampling. In other words, our proposed p-AAA formulation operates on a set of arbitrary sampling points and is not restricted to a grid structure for the sampled data. Towards this goal, we introduce several formulations for rational least-squares optimization problems that incorporate interpolation conditions via constraints. We analyze the structure of the resulting optimization problems and introduce structured matrices whose singular value decompositions yield closed-form solutions to the underlying least-squares problems. Several examples illustrate computational aspects and the effectiveness of our proposed procedure.

Keywords

Cite

@article{arxiv.2510.22861,
  title  = {Multivariate Rational Approximation of Scattered Data Using the p-AAA Algorithm},
  author = {Linus Balicki and Serkan Gugercin},
  journal= {arXiv preprint arXiv:2510.22861},
  year   = {2025}
}
R2 v1 2026-07-01T07:06:51.658Z